The reason why I personally want native desktop is because I know that Scirra can and has done an AMAZING native DirectX 9 runtime before with Construct Classic: http://www.scirra.com/construct-classic
Literally the C2 editor exporting to CC would be all I'd ever need
The CC runtime had annoying third-party-inherited issues too, just different problems. The "optional DirectX components" (D3DX) installer was a pain. We had to use it since there didn't seem to be any other way to render text in DirectX, and it provided a bunch of other must-have utility functions. However end users didn't really seem to understand it even though we tried to make the error message clear. If an ordinary user sees a "sorry, you need a DirectX update, go here..." type error message before running the game, I think a lot of users just gave up at that point, or came to our forum asking what to do (which kind of mystified me, it had instructions in the error message - I think people just freak out when they see a message box with anything technical in it). We recommended making an installer for games, but loads of people wanted their games to run without an installer for easier distribution (an under-appreciated feature of browser games IMO). D3DX had some weird bugs as well that were difficult enough to work around that CC had some unsolved bugs. So it was always a thorn in our side, and we're talking about an official Microsoft DirectX component here. Then there were driver bugs, making the game look totally glitched up unless you updated your graphics drivers direct from the video card manufacturer (try getting a non-technical user to figure that out).
After all that trouble with DirectX, we decided to switch to OpenGL for the C2 editor itself, and especially in the early days driver bugs were horribly frustrating. We had a bug like "the editor crashes on startup on any AMD Radeon graphics card in this range of models". It was fixed after about 9 months, because I got a random drive-by reply on a StackOverflow question that gave the (obscure) answer. Luck fixed that one, we had no chance of fixing it ourselves. While dealing with that kind of problem I was thinking "phew, I'm glad the runtime doesn't get screwed by issues like this".
So with CC - and the native C2 editor - we just depended on different third parties, and we had a different bunch of problems. I don't see changing technology or writing a new native exporter changing that. Even if we did the whole native tech stuff, I just imagine threads like this one, but complaining about why we rely on some different set of technologies and have to deal with inheriting their problems. Also I know "bug 422000" is now infamous, but the fact there's a long comment thread there with Google engineers commenting on it is pretty outstanding - on that previous AMD driver bug, I failed to even find any reasonable way to report a bug at all - I was sent in circles by the standard customer support staff and certainly never got as far as an engineer.
I do sympathise with the complaints in this thread; I'm frustrated too, and I can see this comes at a bad time after all the nonsense with CocoonJS and the other non-browser engines, and the OpenSSL vulnerability ruling out CW7 makes it a perfect storm with not many other options right now. This sucks. But lots of people are working on this, and all platforms have their issues. For those of you talking about native exporters, our difficulties with native tech was one of the factors in pushing us towards HTML5. Don't imagine native being perfect - from my own experience it can definitely have problems of a similar level too. And I know I always say this, but it will be worked out. Crosswalk was working smoothly as of pretty recently and I don't think there's any reason to believe it will stay this way forever.